| Modulekode | WTW 732 |
| Kwalifikasie | Postgraduate |
| Fakulteit | Faculty of Natural and Agricultural Sciences |
| Module-inhoud | Introduction to markets and instruments. Futures and options trading strategies, exotic options, arbitrage relationships, binomial option pricing method, mean variance hedging, volatility and the Greeks, volatility smiles, Black-Scholes PDE and solutions, derivative disasters. |
| Modulekrediete | 15.00 |
| NQF Level | 08 |
| Programme | |
| Prerequisites | No prerequisites. |
| Contact time | 2 lectures per week |
| Language of tuition | Module is presented in English |
| Department | Mathematics and Applied Mathematics |
| Period of presentation | Semester 1 |
Copyright © University of Pretoria 2024. All rights reserved.
Virtual Campus
Get Social With Us
Download the UP Mobile App